The Blues were 3-0 winners at Huddersfield Town on Saturday afternoon, picking up all three points in their first outing of the Premier League campaign through goals from N'Golo Kante, Jorginho and Pedro.
Sarri has admitted to finding things tough due to the lack of time afforded to him prior to today's trip to the John Smith's Stadium, but Azpilicueta says that he and his teammates will give their all for the Italian, with focus already switching to next weekend's visit of Arsenal.
"We have been working really hard with him. He knows what he wants and our target was to start really well which we have done and now we must get ready for Arsenal," he told BBC Sport.
"Our signings have been very good, adapting very quickly to the team and being comfortable in the the team and we have a very good squad.
"When we created chances today we were clinical. The goal just before half time was massive going into the second half. It meant we could control the game and we could have scored more goals in the end. In the first half every ball and every cross was dangerous for them."
Chelsea's 3-0 win is the largest margin of victory in their first league game under a new manager since a 4-0 win against Portsmouth 10 years ago when Luiz Felipe Scolari was in charge.